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Solving a PDE in C++

I’m solving a PDE in C++ and don’t really understand how to use librarys. The PDE should be solved on a grid with an initial potential U_\Lambda. I need a cubic-spline-interpolation for the estimation of the derivatives of U after each step but also an ode solver to solve the coupled ode’s. I implemented these codes by myself but I want to know how it could be done with external librarys.

Thanks,

I tried to look for librarys but I didn’t really understand them or couldn’t find good explanations how the function shouldbe used in those librarys.

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>Solution :

Take a look at something like GSL (GNU Scientific Library), this library provides all sorts of Mathematical functions, including Differential Equations, Splines, etc. There is a Readme PDF that explains how to use the Libraries. Basically, download the code and #include the relevant headers…

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